Anne died (in real life aswell as the show) because basically Henry had had enough of her because she didn't give him the son he wanted, so he had to find reasons to get rid of her, so they "found" evidence of adultery, witchcraft and supposedly incest. Plus by this time Henry really wanted Jane Seymour
Well Anne died because Thomas Cromwell had plotted against her, accusing her of adultery, incest with more than six courtiers, including her brother George Boleyn. And Henry wanted to marry again with Jane Seymour because he was really inn love with her and wanted to secure the position of the Tudor dynasty in the throne.